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  <div class="headertitle"><div class="title">SensStdStepCalc.hpp</div></div>
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<a href="SensStdStepCalc_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span><span class="comment">// Copyright 2009, 2011 Hans Pirnay</span></div>
<div class="line"><a id="l00002" name="l00002"></a><span class="lineno">    2</span><span class="comment">// All Rights Reserved.</span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno">    3</span><span class="comment">// This code is published under the Eclipse Public License.</span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno">    4</span><span class="comment">//</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno">    5</span><span class="comment">// Date   : 2009-05-16</span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno">    6</span> </div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno">    7</span><span class="preprocessor">#ifndef __ASSTDSTEPCALC_HPP__</span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno">    8</span><span class="preprocessor">#define __ASSTDSTEPCALC_HPP__</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno">    9</span> </div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno">   10</span><span class="preprocessor">#include &quot;<a class="code" href="SensBacksolver_8hpp.html">SensBacksolver.hpp</a>&quot;</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno">   11</span><span class="preprocessor">#include &quot;<a class="code" href="SensStepCalc_8hpp.html">SensStepCalc.hpp</a>&quot;</span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno">   12</span><span class="preprocessor">#include &quot;<a class="code" href="IpDenseVector_8hpp.html">IpDenseVector.hpp</a>&quot;</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno">   13</span><span class="preprocessor">#include &quot;<a class="code" href="IpIteratesVector_8hpp.html">IpIteratesVector.hpp</a>&quot;</span></div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno">   14</span> </div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno">   15</span><span class="preprocessor">#include &lt;vector&gt;</span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno">   16</span> </div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno">   17</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceIpopt.html">Ipopt</a></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno">   18</span>{</div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno">   19</span> </div>
<div class="foldopen" id="foldopen00020" data-start="{" data-end="};">
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html">   20</a></span><span class="keyword">class </span><a class="code hl_class" href="classIpopt_1_1StdStepCalculator.html">StdStepCalculator</a>: <span class="keyword">public</span> <a class="code hl_class" href="classIpopt_1_1SensitivityStepCalculator.html">SensitivityStepCalculator</a></div>
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno">   21</span>{</div>
<div class="line"><a id="l00022" name="l00022"></a><span class="lineno">   22</span><span class="keyword">public</span>:</div>
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#a1de451a378a5d452edce0e6363522231">   23</a></span>   <a class="code hl_function" href="classIpopt_1_1StdStepCalculator.html#a1de451a378a5d452edce0e6363522231">StdStepCalculator</a>(</div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno">   24</span>      <a class="code hl_class" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;SchurData&gt;</a>      ift_data,</div>
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno">   25</span>      <a class="code hl_class" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;SensBacksolver&gt;</a> backsolver</div>
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno">   26</span>   );</div>
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno">   27</span> </div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#a5ecec49afe9c749c79938db3b2a45e8e">   28</a></span>   <span class="keyword">virtual</span> <a class="code hl_function" href="classIpopt_1_1StdStepCalculator.html#a5ecec49afe9c749c79938db3b2a45e8e">~StdStepCalculator</a>();</div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno">   29</span> </div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#aac6bcd1d822045387f96379c60d906c6">   30</a></span>   <span class="keyword">virtual</span> <span class="keywordtype">bool</span> <a class="code hl_function" href="classIpopt_1_1StdStepCalculator.html#aac6bcd1d822045387f96379c60d906c6">InitializeImpl</a>(</div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno">   31</span>      <span class="keyword">const</span> <a class="code hl_class" href="classIpopt_1_1OptionsList.html">OptionsList</a>&amp; options,</div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno">   32</span>      <span class="keyword">const</span> std::string&amp; prefix</div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span>   );</div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span> </div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#a9070b7f45eb0f4299cdd927e0f9aade8">   39</a></span>   <span class="keyword">virtual</span> <span class="keywordtype">bool</span> <a class="code hl_function" href="classIpopt_1_1StdStepCalculator.html#a9070b7f45eb0f4299cdd927e0f9aade8">Step</a>(</div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno">   40</span>      <a class="code hl_class" href="classIpopt_1_1DenseVector.html">DenseVector</a>&amp;    delta_u,</div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span>      <a class="code hl_class" href="classIpopt_1_1IteratesVector.html">IteratesVector</a>&amp; sol</div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno">   42</span>   );</div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno">   43</span> </div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#a900daa356c2b3c4b5916a42a954203d4">   44</a></span>   <span class="keywordtype">bool</span> <a class="code hl_function" href="classIpopt_1_1StdStepCalculator.html#a900daa356c2b3c4b5916a42a954203d4">BoundCheck</a>(</div>
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno">   45</span>      <a class="code hl_class" href="classIpopt_1_1IteratesVector.html">IteratesVector</a>&amp;      sol,</div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno">   46</span>      std::vector&lt;Index&gt;&amp;  x_bound_violations_idx,</div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno">   47</span>      std::vector&lt;Number&gt;&amp; x_bound_violations_du</div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno">   48</span>   );</div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno">   49</span> </div>
<div class="foldopen" id="foldopen00051" data-start="{" data-end="}">
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#a88a13ee3ccc645c7358e5a4f06373610">   51</a></span>   <span class="keyword">virtual</span> <a class="code hl_class" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;IteratesVector&gt;</a> <a class="code hl_function" href="classIpopt_1_1StdStepCalculator.html#a88a13ee3ccc645c7358e5a4f06373610">GetSensitivityVector</a>(<span class="keywordtype">void</span>)</div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno">   52</span>   {</div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno">   53</span>      <span class="keywordflow">return</span> <a class="code hl_variable" href="classIpopt_1_1StdStepCalculator.html#ac3c78bdefce29db2c0ad561f4f025771">SensitivityVector</a>;</div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno">   54</span>   }</div>
</div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno">   55</span> </div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno">   56</span><span class="keyword">private</span>:</div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#a1366deaf6efd9050fed739c786b6c005">   57</a></span>   <a class="code hl_class" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;SchurData&gt;</a> <a class="code hl_variable" href="classIpopt_1_1StdStepCalculator.html#a1366deaf6efd9050fed739c786b6c005">ift_data_</a>;</div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#af2c338c671224acb52ef4af20033d0bb">   58</a></span>   <a class="code hl_class" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;SensBacksolver&gt;</a> <a class="code hl_variable" href="classIpopt_1_1StdStepCalculator.html#af2c338c671224acb52ef4af20033d0bb">backsolver_</a>;</div>
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#afbf5967f75d3607782c05fcdda9cfc22">   59</a></span>   <a class="code hl_typedef" href="namespaceIpopt.html#ab75ce5f2ad60aa86e4dff723998e653f">Number</a> <a class="code hl_variable" href="classIpopt_1_1StdStepCalculator.html#afbf5967f75d3607782c05fcdda9cfc22">bound_eps_</a>;</div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#a459adaaa92e9645de9f1afc2099ef38b">   60</a></span>   <span class="keywordtype">bool</span> <a class="code hl_variable" href="classIpopt_1_1StdStepCalculator.html#a459adaaa92e9645de9f1afc2099ef38b">kkt_residuals_</a>;</div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno">   61</span> </div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"><a class="line" href="classIpopt_1_1StdStepCalculator.html#ac3c78bdefce29db2c0ad561f4f025771">   62</a></span>   <a class="code hl_class" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;IteratesVector&gt;</a> <a class="code hl_variable" href="classIpopt_1_1StdStepCalculator.html#ac3c78bdefce29db2c0ad561f4f025771">SensitivityVector</a>;</div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno">   63</span>};</div>
</div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno">   64</span> </div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno">   65</span>}</div>
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno">   66</span> </div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno">   67</span><span class="preprocessor">#endif</span></div>
<div class="ttc" id="aIpDenseVector_8hpp_html"><div class="ttname"><a href="IpDenseVector_8hpp.html">IpDenseVector.hpp</a></div></div>
<div class="ttc" id="aIpIteratesVector_8hpp_html"><div class="ttname"><a href="IpIteratesVector_8hpp.html">IpIteratesVector.hpp</a></div></div>
<div class="ttc" id="aSensBacksolver_8hpp_html"><div class="ttname"><a href="SensBacksolver_8hpp.html">SensBacksolver.hpp</a></div></div>
<div class="ttc" id="aSensStepCalc_8hpp_html"><div class="ttname"><a href="SensStepCalc_8hpp.html">SensStepCalc.hpp</a></div></div>
<div class="ttc" id="aclassIpopt_1_1DenseVector_html"><div class="ttname"><a href="classIpopt_1_1DenseVector.html">Ipopt::DenseVector</a></div><div class="ttdoc">Dense Vector Implementation.</div><div class="ttdef"><b>Definition</b> <a href="IpDenseVector_8hpp_source.html#l00040">IpDenseVector.hpp:41</a></div></div>
<div class="ttc" id="aclassIpopt_1_1IteratesVector_html"><div class="ttname"><a href="classIpopt_1_1IteratesVector.html">Ipopt::IteratesVector</a></div><div class="ttdoc">Specialized CompoundVector class specifically for the algorithm iterates.</div><div class="ttdef"><b>Definition</b> <a href="IpIteratesVector_8hpp_source.html#l00025">IpIteratesVector.hpp:26</a></div></div>
<div class="ttc" id="aclassIpopt_1_1OptionsList_html"><div class="ttname"><a href="classIpopt_1_1OptionsList.html">Ipopt::OptionsList</a></div><div class="ttdoc">This class stores a list of user set options.</div><div class="ttdef"><b>Definition</b> <a href="IpOptionsList_8hpp_source.html#l00032">IpOptionsList.hpp:33</a></div></div>
<div class="ttc" id="aclassIpopt_1_1SensitivityStepCalculator_html"><div class="ttname"><a href="classIpopt_1_1SensitivityStepCalculator.html">Ipopt::SensitivityStepCalculator</a></div><div class="ttdoc">This is the interface for the classes that perform the actual step.</div><div class="ttdef"><b>Definition</b> <a href="SensStepCalc_8hpp_source.html#l00020">SensStepCalc.hpp:21</a></div></div>
<div class="ttc" id="aclassIpopt_1_1SmartPtr_html"><div class="ttname"><a href="classIpopt_1_1SmartPtr.html">Ipopt::SmartPtr</a></div><div class="ttdoc">Template class for Smart Pointers.</div><div class="ttdef"><b>Definition</b> <a href="IpSmartPtr_8hpp_source.html#l00164">IpSmartPtr.hpp:165</a></div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html">Ipopt::StdStepCalculator</a></div><div class="ttdef"><b>Definition</b> <a href="SensStdStepCalc_8hpp_source.html#l00020">SensStdStepCalc.hpp:21</a></div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_a1366deaf6efd9050fed739c786b6c005"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#a1366deaf6efd9050fed739c786b6c005">Ipopt::StdStepCalculator::ift_data_</a></div><div class="ttdeci">SmartPtr&lt; SchurData &gt; ift_data_</div><div class="ttdef"><b>Definition</b> <a href="SensStdStepCalc_8hpp_source.html#l00057">SensStdStepCalc.hpp:57</a></div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_a1de451a378a5d452edce0e6363522231"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#a1de451a378a5d452edce0e6363522231">Ipopt::StdStepCalculator::StdStepCalculator</a></div><div class="ttdeci">StdStepCalculator(SmartPtr&lt; SchurData &gt; ift_data, SmartPtr&lt; SensBacksolver &gt; backsolver)</div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_a459adaaa92e9645de9f1afc2099ef38b"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#a459adaaa92e9645de9f1afc2099ef38b">Ipopt::StdStepCalculator::kkt_residuals_</a></div><div class="ttdeci">bool kkt_residuals_</div><div class="ttdef"><b>Definition</b> <a href="SensStdStepCalc_8hpp_source.html#l00060">SensStdStepCalc.hpp:60</a></div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_a5ecec49afe9c749c79938db3b2a45e8e"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#a5ecec49afe9c749c79938db3b2a45e8e">Ipopt::StdStepCalculator::~StdStepCalculator</a></div><div class="ttdeci">virtual ~StdStepCalculator()</div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_a88a13ee3ccc645c7358e5a4f06373610"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#a88a13ee3ccc645c7358e5a4f06373610">Ipopt::StdStepCalculator::GetSensitivityVector</a></div><div class="ttdeci">virtual SmartPtr&lt; IteratesVector &gt; GetSensitivityVector(void)</div><div class="ttdoc">return the sensitivity vector</div><div class="ttdef"><b>Definition</b> <a href="SensStdStepCalc_8hpp_source.html#l00051">SensStdStepCalc.hpp:51</a></div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_a900daa356c2b3c4b5916a42a954203d4"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#a900daa356c2b3c4b5916a42a954203d4">Ipopt::StdStepCalculator::BoundCheck</a></div><div class="ttdeci">bool BoundCheck(IteratesVector &amp;sol, std::vector&lt; Index &gt; &amp;x_bound_violations_idx, std::vector&lt; Number &gt; &amp;x_bound_violations_du)</div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_a9070b7f45eb0f4299cdd927e0f9aade8"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#a9070b7f45eb0f4299cdd927e0f9aade8">Ipopt::StdStepCalculator::Step</a></div><div class="ttdeci">virtual bool Step(DenseVector &amp;delta_u, IteratesVector &amp;sol)</div><div class="ttdoc">This is the main algorithmic function of this class.</div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_aac6bcd1d822045387f96379c60d906c6"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#aac6bcd1d822045387f96379c60d906c6">Ipopt::StdStepCalculator::InitializeImpl</a></div><div class="ttdeci">virtual bool InitializeImpl(const OptionsList &amp;options, const std::string &amp;prefix)</div><div class="ttdoc">Implementation of the initialization method that has to be overloaded by for each derived class.</div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_ac3c78bdefce29db2c0ad561f4f025771"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#ac3c78bdefce29db2c0ad561f4f025771">Ipopt::StdStepCalculator::SensitivityVector</a></div><div class="ttdeci">SmartPtr&lt; IteratesVector &gt; SensitivityVector</div><div class="ttdef"><b>Definition</b> <a href="SensStdStepCalc_8hpp_source.html#l00062">SensStdStepCalc.hpp:62</a></div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_af2c338c671224acb52ef4af20033d0bb"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#af2c338c671224acb52ef4af20033d0bb">Ipopt::StdStepCalculator::backsolver_</a></div><div class="ttdeci">SmartPtr&lt; SensBacksolver &gt; backsolver_</div><div class="ttdef"><b>Definition</b> <a href="SensStdStepCalc_8hpp_source.html#l00058">SensStdStepCalc.hpp:58</a></div></div>
<div class="ttc" id="aclassIpopt_1_1StdStepCalculator_html_afbf5967f75d3607782c05fcdda9cfc22"><div class="ttname"><a href="classIpopt_1_1StdStepCalculator.html#afbf5967f75d3607782c05fcdda9cfc22">Ipopt::StdStepCalculator::bound_eps_</a></div><div class="ttdeci">Number bound_eps_</div><div class="ttdef"><b>Definition</b> <a href="SensStdStepCalc_8hpp_source.html#l00059">SensStdStepCalc.hpp:59</a></div></div>
<div class="ttc" id="anamespaceIpopt_html"><div class="ttname"><a href="namespaceIpopt.html">Ipopt</a></div><div class="ttdoc">This file contains a base class for all exceptions and a set of macros to help with exceptions.</div><div class="ttdef"><b>Definition</b> <a href="IpInexactAlgBuilder_8hpp_source.html#l00013">IpInexactAlgBuilder.hpp:14</a></div></div>
<div class="ttc" id="anamespaceIpopt_html_ab75ce5f2ad60aa86e4dff723998e653f"><div class="ttname"><a href="namespaceIpopt.html#ab75ce5f2ad60aa86e4dff723998e653f">Ipopt::Number</a></div><div class="ttdeci">ipnumber Number</div><div class="ttdoc">Type of all numbers.</div><div class="ttdef"><b>Definition</b> <a href="IpTypes_8hpp_source.html#l00017">IpTypes.hpp:17</a></div></div>
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